CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3241 |
1.3240 |
-0.0001 |
0.0% |
1.3358 |
| High |
1.3280 |
1.3275 |
-0.0005 |
0.0% |
1.3403 |
| Low |
1.3216 |
1.3137 |
-0.0079 |
-0.6% |
1.3137 |
| Close |
1.3245 |
1.3263 |
0.0018 |
0.1% |
1.3263 |
| Range |
0.0064 |
0.0138 |
0.0074 |
115.6% |
0.0266 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
2.7% |
0.0000 |
| Volume |
86,507 |
133,454 |
46,947 |
54.3% |
672,186 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3639 |
1.3589 |
1.3339 |
|
| R3 |
1.3501 |
1.3451 |
1.3301 |
|
| R2 |
1.3363 |
1.3363 |
1.3288 |
|
| R1 |
1.3313 |
1.3313 |
1.3276 |
1.3338 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3238 |
| S1 |
1.3175 |
1.3175 |
1.3250 |
1.3200 |
| S2 |
1.3087 |
1.3087 |
1.3238 |
|
| S3 |
1.2949 |
1.3037 |
1.3225 |
|
| S4 |
1.2811 |
1.2899 |
1.3187 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4066 |
1.3930 |
1.3409 |
|
| R3 |
1.3800 |
1.3664 |
1.3336 |
|
| R2 |
1.3534 |
1.3534 |
1.3312 |
|
| R1 |
1.3398 |
1.3398 |
1.3287 |
1.3333 |
| PP |
1.3268 |
1.3268 |
1.3268 |
1.3235 |
| S1 |
1.3132 |
1.3132 |
1.3239 |
1.3067 |
| S2 |
1.3002 |
1.3002 |
1.3214 |
|
| S3 |
1.2736 |
1.2866 |
1.3190 |
|
| S4 |
1.2470 |
1.2600 |
1.3117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3403 |
1.3137 |
0.0266 |
2.0% |
0.0110 |
0.8% |
47% |
False |
True |
134,437 |
| 10 |
1.3403 |
1.3114 |
0.0289 |
2.2% |
0.0109 |
0.8% |
52% |
False |
False |
128,845 |
| 20 |
1.3403 |
1.3095 |
0.0308 |
2.3% |
0.0102 |
0.8% |
55% |
False |
False |
120,074 |
| 40 |
1.3645 |
1.3095 |
0.0550 |
4.1% |
0.0097 |
0.7% |
31% |
False |
False |
68,901 |
| 60 |
1.4334 |
1.3095 |
0.1239 |
9.3% |
0.0097 |
0.7% |
14% |
False |
False |
46,047 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0094 |
0.7% |
12% |
False |
False |
34,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3862 |
|
2.618 |
1.3636 |
|
1.618 |
1.3498 |
|
1.000 |
1.3413 |
|
0.618 |
1.3360 |
|
HIGH |
1.3275 |
|
0.618 |
1.3222 |
|
0.500 |
1.3206 |
|
0.382 |
1.3190 |
|
LOW |
1.3137 |
|
0.618 |
1.3052 |
|
1.000 |
1.2999 |
|
1.618 |
1.2914 |
|
2.618 |
1.2776 |
|
4.250 |
1.2551 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3244 |
1.3252 |
| PP |
1.3225 |
1.3241 |
| S1 |
1.3206 |
1.3231 |
|